Announcement: SOA congratulates the new ASAs and CERAs for April 2024.

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  • Value-at-Risk—an OverviewPart Two of Two
    Value-at-Risk—an OverviewPart Two of Two Value-at-Risk—an Overview Part Two of Two by Glyn Holton from The Financial Reporter, May 1999, Issue No. 39. Monte Carlo simulation;Scenario generation= ...

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    • Authors: Glyn A Holton
    • Date: May 1999
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Financial Reporter
    • Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
  • Principles of Capital Market Modeling
    Principles of Capital Market Modeling Discussion of Capital Market Modeling techniques Asset modeling;Capital markets=Stock market;Deterministic models;Discount rates=Interest rates;Dynamic ...

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    • Authors: Andres Vilms
    • Date: Sep 2003
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Portfolio management - ERM; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
  • The Siren Call of Models - Beware of the Rocks
    The Siren Call of Models - Beware of the Rocks Cautions against putting too much faith in financial models - such as the IASB's proposal to accrue future expected profits on the day a policy ...

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    • Authors: Henry Siegel
    • Date: Dec 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Financial Reporter
    • Topics: Modeling & Statistical Methods